mini-sized Dow ($5) Future March 2012


Trading Metrics calculated at close of trading on 29-Nov-2011
Day Change Summary
Previous Current
28-Nov-2011 29-Nov-2011 Change Change % Previous Week
Open 11,278 11,404 126 1.1% 11,622
High 11,463 11,536 73 0.6% 11,630
Low 11,260 11,400 140 1.2% 11,077
Close 11,427 11,494 67 0.6% 11,117
Range 203 136 -67 -33.0% 553
ATR 232 225 -7 -3.0% 0
Volume 63 475 412 654.0% 1,067
Daily Pivots for day following 29-Nov-2011
Classic Woodie Camarilla DeMark
R4 11,885 11,825 11,569
R3 11,749 11,689 11,532
R2 11,613 11,613 11,519
R1 11,553 11,553 11,507 11,583
PP 11,477 11,477 11,477 11,492
S1 11,417 11,417 11,482 11,447
S2 11,341 11,341 11,469
S3 11,205 11,281 11,457
S4 11,069 11,145 11,419
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 12,934 12,578 11,421
R3 12,381 12,025 11,269
R2 11,828 11,828 11,219
R1 11,472 11,472 11,168 11,374
PP 11,275 11,275 11,275 11,225
S1 10,919 10,919 11,066 10,821
S2 10,722 10,722 11,016
S3 10,169 10,366 10,965
S4 9,616 9,813 10,813
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 11,536 11,077 459 4.0% 177 1.5% 91% True False 269
10 12,049 11,077 972 8.5% 192 1.7% 43% False False 175
20 12,119 11,077 1,042 9.1% 206 1.8% 40% False False 98
40 12,150 10,288 1,862 16.2% 203 1.8% 65% False False 61
60 12,150 10,288 1,862 16.2% 219 1.9% 65% False False 52
80 12,150 10,288 1,862 16.2% 164 1.4% 65% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 12,114
2.618 11,892
1.618 11,756
1.000 11,672
0.618 11,620
HIGH 11,536
0.618 11,484
0.500 11,468
0.382 11,452
LOW 11,400
0.618 11,316
1.000 11,264
1.618 11,180
2.618 11,044
4.250 10,822
Fisher Pivots for day following 29-Nov-2011
Pivot 1 day 3 day
R1 11,485 11,432
PP 11,477 11,369
S1 11,468 11,307

These figures are updated between 7pm and 10pm EST after a trading day.

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